Cited in
(only showing first 100 items - show all)- olsrr
- lassopv
- changepointsVar
- rRAP
- bastah
- pfa
- PAGWAS
- genlasso
- pwr2
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
- SimSel: a new simulation method for variable selection
- gamlss.lasso
- PBImisc
- sisVIVE
- COBRA: a combined regression strategy
- Sparse approximations of protein structure from noisy random projections
- Extensions of stability selection using subsamples of observations and covariates
- The Adaptive Lasso and Its Oracle Properties
- facmodTS
- A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- Testing Sparsity-Inducing Penalties
- Boosting algorithms: regularization, prediction and model fitting
- An optimized feature selection technique based on bivariate copulas ``GBCFS
- Applied predictive modeling
- Robust groupwise least angle regression
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
- Testing Alternative Regression Frameworks for Predictive Modeling of Health Care Costs
- For most large underdetermined systems of linear equations the minimal đ1ânorm solution is also the sparsest solution
- Scikit-learn: machine learning in Python
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- A robust sparse linear approach for contaminated data
- Empirical priors for prediction in sparse high-dimensional linear regression
- Data Analysis Using Hierarchical Generalized Linear Models With R
- Semiparametric regression with R
- Inferring dynamic gene regulatory networks with low-order conditional independencies -- an evaluation of the method
- Choosing summary statistics by least angle regression for approximate Bayesian computation
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Best-subset model selection based on multitudinal assessments of likelihood improvements
- High-dimensional graphs and variable selection with the Lasso
- Adaptive-modal Bayesian nonparametric regression
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression
- A uniform framework for the combination of penalties in generalized structured models
- Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors
- Modern data science with R
- Bayesian empirical likelihood for ridge and Lasso regressions
- An efficient Monte Carlo EM algorithm for Bayesian Lasso
- Bayesian networks in R. With applications in systems biology
- Penalized wavelets: embedding wavelets into semiparametric regression
- probsvm
- robustgam
- Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
- faraway
- ellipse
- pls
- penalized
- SimSel
- ncvreg
- polspline
- HistData
- locfit
- EDR
- FindIt
- elasticnet
- simFrame
- G1DBN
- SIS
- rsprng
- GGMselect
- Cubist
- COBRA
- mda
- sparseLDA
- svmpath
- plsRcox
- flare
- mlpy
- glmpath
- parcor
- spikeslab
- NonpModelCheck
- PyMVPA
- mdhglm
- codingMatrices
- tempdisagg
- oem
- longitudinal
- selectiveInference
- sparsenet
- uniCox
- gwrr
- POET
- cosso
- dglars
- qut
- cumSeg
- multiPIM
- msABC
This page was built for software: lars
